+35,040.8%
CTSH vs ED
+822.4%
+34,218.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.2% | -1.7% | -2.5% | -3.5% |
| 30D | +3.9% | +10.7% | -6.7% | -0.2% |
| 3M | +10.2% | +11.6% | -1.5% | +5.3% |
| 6M | +35.3% | +13.5% | +21.8% | +28.4% |
| YTD | -21.8% | +23.1% | -44.9% | -28.8% |
| 1Y | -12.1% | +23.1% | -35.2% | -20.1% |
| 3Y | +2.0% | +47.9% | -45.9% | -16.0% |
| 5Y | -15.3% | +83.9% | -99.2% | -37.7% |
| 10Y | +35.7% | +142.1% | -106.4% | -14.1% |
| All | +35,040.8% | +822.4% | +34,218.3% | +14,741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling